Changhong Guo and  Shaomei Fang and  Yong He,  Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing.   journal   = {International Journal of Mathematical and Computational Sciences}, [online]. World Academy of Science, Engineering and Technology.
    February 2021, vol. 171(3). 24 - 30
    [viewed 23 April 2024]. Available from: https://publications.waset.org/pdf/10011894.